Pages that link to "Item:Q5952364"
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The following pages link to Optimal linear filtering of general multidimensional Gaussian processes and its application to Laplace transforms of quadratic functionals (Q5952364):
Displaying 10 items.
- Large deviations for drift parameter estimator of mixed fractional Ornstein-Uhlenbeck process (Q340819) (← links)
- Linear filtering of a two-dimensional process with stationary components having quasirational joint spectral density (Q920530) (← links)
- A note on inference for the mixed fractional Ornstein-Uhlenbeck process with drift (Q2133366) (← links)
- Controlled drift estimation in fractional diffusion linear systems (Q2841324) (← links)
- Statistical Analysis of the Mixed Fractional Ornstein--Uhlenbeck Process (Q4618064) (← links)
- Asymptotic stability of beneš filters (Q4705838) (← links)
- Filtering of Gaussian processes in Hilbert spaces (Q5114817) (← links)
- Adaptive finite‐dimensional optimal linear filtering of <i>n</i>D smooth Gaussian random fields (Q5324596) (← links)
- Large-time and small-ball asymptotics for quadratic functionals of Gaussian diffusions (Q5744778) (← links)
- Parameter-dependent filtering of Gaussian processes in Hilbert spaces (Q6135045) (← links)
